Anic Equity¶

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Total return since start: 0.585 %¶

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Equity now: -----------------------------> 48406.23 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46206.25 Kr¶

PnL: ---------------------------------------> -2016.0 Kr¶

DD now: ---------------------------------> -7.041 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:23:16.760229'

Anic Portfolio¶

Today¶

Return: -0.134 %¶

This Week¶

Return: -0.134 %¶

Total¶

Return: 58.47 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.990000 839.700000 141.700000 20.300000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -0.900000 2765.330000 43.330000 1.590000 2721.999993
Stillfront Group 38 -1.620000 714.020000 28.020000 4.080000 686.000016
MEKO 13 -1.550000 1570.400000 16.400000 1.060000 1554.000006
Vitec Software Group B 1 -1.010000 498.400000 13.400000 2.760000 485.000000
Tietoevry 2 -2.420000 645.600000 7.600000 1.190000 638.000000
G5 Entertainment 3 -0.210000 573.600000 1.600000 0.280000 572.000001
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
Embracer Group B 14 -3.780000 683.480000 -5.520000 -0.800000 689.000004
Mycronic 3 -3.320000 645.600000 -6.400000 -0.980000 651.999999
SKF B 3 -4.150000 589.200000 -6.800000 -1.140000 596.000001
Addnode Group B 6 -2.180000 698.400000 -10.600000 -1.500000 709.000002
ASSA ABLOY B 2 -1.410000 503.400000 -10.600000 -2.060000 514.000000
Avanza Bank Holding 2 -2.930000 497.200000 -13.800000 -2.700000 511.000000
Husqvarna A 7 -3.100000 613.200000 -19.800000 -3.130000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Husqvarna B 7 -3.230000 612.780000 -27.220000 -4.250000 639.999997
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.440000 530.250000 -31.750000 -5.650000 562.000005
Lagercrantz Group B 5 -0.860000 574.000000 -33.000000 -5.440000 607.000000
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Swedbank A 3 -2.890000 579.900000 -38.100000 -6.170000 618.000000
Rejlers B 6 -3.150000 921.600000 -40.400000 -4.200000 961.999998
Collector Bank 29 -6.250000 1191.900000 -42.100000 -3.410000 1233.999996
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -1.080000 478.400000 -50.600000 -9.570000 529.000000
Nordea Bank Abp 30 -3.910000 3705.000000 -58.000000 -1.540000 3762.999990
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
AFRY 3 -3.260000 516.900000 -78.100000 -13.130000 594.999999
Viaplay Group B 4 -4.670000 956.000000 -81.000000 -7.810000 1037.000000
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
RVRC Holding 17 -2.570000 553.520000 -129.480000 -18.960000 683.000007
Fastighetsbolaget Emilshus B 23 1.110000 546.250000 -148.750000 -21.400000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.320000 3542.400000 -595.600000 -14.390000 4138.000000
TOTAL 46206.250000 -2016.000000 -7.04074% 48222.250041

Updated:¶

'2023-03-13 16:23:30.758350'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶